Lurker is fine (I like all the expansions, one way or another). The things it plays around with are a bit more obscure in the meta-game sense than the things the other expansions bring to the table, but it still works fine.
One thing I will note is if you like expansions and keep buying more, adding them all together into MEGA-ARKHAM doesn't work as much as you'd hope, at least so far as theme and mechanics go (the game still plays fine, if as clunky, as ever). The easiest way to consider this is to consider one of the big box expansions, the ones that add the new maps. All of them have ways of dividing player attention between the original board and the new board, with new mechanics to force players to spend resources patrolling the new board vs. still tending Arkham and fighting the Ancient One in the old board. But obviously the cards that advance that goal are the ones from the boxed set that the new board comes from. The more expansions you add to one playing, the more cards you add to the decks, which means the cards that reference any particular expansion mechanic are diluted through the totality of whatever deck you're drawing from. The expansion boards don't trigger as much, for instance, which means they become more sort of random deserted wastelands than flashpoints that require constant attention.
Or consider the King in Yellow small box expansion (small boxes, like the King in Yellow, or your Lurker, don't add new boards, but have cards that have mechanical and thematic ties to each other). When playing with the King in Yellow, you shuffle three cards to the Mythos deck ("The Play Progresses"), that greatly ramps up the chaos and lunacy of the Ancient One's draws for each new Act of the play you've triggered. But the more expansions you add, the odds that you'll see any of "The Play Progresses", let alone a second if you see a first, also decreases. Again, the game still plays fine, but each individual expansion's new threat mechanic is spread through the totality of all the assembled decks, and as such the Ancient One's new tactics seem more muddled and random than focused (which may or may not be a concern of yours). And it's a bugger beyond all hell to tear apart after the game, of course.
The Miskatonic Horror expansion's job is to fight this; it has cards you add to increase the density of draws when playing with more than one expansion (which is why it's the expansion for expansions). No matter which expansions you want to add, when doing a multi-expansion game there are cards in Miskatonic Horror which help link them with the main set, and with each other. So there are cards that reference the Lurker small box expansion with mechanics that help advance the threats from Dunwich or King in Yellow, for instance. Which means Miskatonic Horror is a great final expansion to pick up for Arkham diehards, but not needed at all for new players, or those not intending to do huge mashup playthroughs.
